Amplitude Dynamic Trading Fund C Classr - July 2008
The Amplitude strategy trades highly liquid exchange-traded futures including equity indices, foreign exchange and commodities/energies.
The strategy is based on a systematic and fully automated directional programme that uses extensive quantitative analysis of real-time price data and sophisticated portfolio methodology to detect ultra-short to short-term market trends and reversion.
Speed, cost and efficient execution are critical to the investment strategy. Execution is entirely electronic and uses in-house proprietary software to ensure ultra-fast round times.
Execution costs and slippage are constantly monitored to ensure
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